+197.3%
MKSI vs BMRN
-27.2%
+224.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | +2.7% | -1.3% | +4.0% | +3.0% |
| 30D | -12.8% | -6.5% | -6.3% | -11.4% |
| 3M | -22.5% | +18.3% | -40.8% | -26.8% |
| 6M | +19.4% | +8.9% | +10.5% | +15.4% |
| YTD | +67.7% | +10.5% | +57.2% | +60.8% |
| 1Y | +131.4% | +17.5% | +113.9% | +115.7% |
| 3Y | +197.3% | -27.7% | +225.0% | +206.2% |
| All | +197.3% | -27.2% | +224.5% | +206.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BMRN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling